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Global and Local Dynamics in Correlated Systems

This video was recorded at 4th European Conference on Complex Systems. In this talk, we will show results concerning the characterization and visualization of correlations in financial systems by means of network analysis [1-4]. We will discuss results from the application of a new method which is able to construct complex graphs from cross-correlation matrices. Dynamical changes in the local topology and hierarchy of these graphs are detected and related to markets fluctuations [5]. [1] T. Aste, T. Di Matteo, S. T. Hyde, Physica A 346 (2005) 20-26; [2] M. Tumminello, T. Aste, T. Di Matteo, R. N. Mantegna, PNAS 102, n. 30 (2005) 10421 10426; [3] T. Aste and T. Di Matteo, Physica A 370 (2006) 156-161; [4] M. Tumminello, T. Aste, T. Di Matteo, and R. N. Mantegna, EPJB 55 (2007) 209-217; [5] F. Pozzi, T. Di Matteo, T. Aste, in preparation (2007).

Keywords:: videolectures, ocwc, oec

Disciplines:

Mathematics and Statistics / Mathematics / Discrete Mathematics / Graph Theory

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Material Type:: Presentation
Date Added to MERLOT:: February 8, 2015
Date Modified in MERLOT:: February 8, 2015
Author:: Tiziana Di Matteo, Department of Applied Mathematics, Australian National University
Submitter:: The Open Education Consortium
Primary Audience:: College General Ed, College Lower Division, College Upper Division
Technical Format:: Video

Mobile Compatibility:: Not specified at this time
Language:: English
Cost Involved:: No
Source Code Available:: No
Creative Commons:: This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States